Improved dynamic trading strategy IS algorithm

DOI10.16360/J.CNKI.JBNUNS.2017.03.008MaRDI QIDQ4643165zbMATH OpenFDO

Authors Qixuan Luo, Handong Li

Publication date 25 May 2018

zbMATH Keywords

realized volatilitytrading strategyimproved dynamic IS algorithmsimulated trading

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cited in

(1)

• Intelligent dynamic backlash agent: a trading strategy based on the directional change framework

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